A second‐order finite difference scheme for solving the dual‐phase‐lagging equation in a double‐layered nanoscale thin film

This article considers the dual‐phase‐lagging (DPL) heat conduction equation in a double‐layered nanoscale thin film with the temperature‐jump boundary condition (i.e., Robin's boundary condition) and proposes a new thermal lagging effect interfacial condition between layers. A second‐order accurate finite difference scheme for solving the heat conduction problem is then presented. In particular, at all inner grid points the scheme has the second‐order temporal and spatial truncation errors, while at the boundary points and at the interfacial point the scheme has the second‐order temporal truncation error and the first‐order spatial truncation error. The obtained scheme is proved to be unconditionally stable and convergent, where the convergence order in ‐norm is two in both space and time. A numerical example which has an exact solution is given to verify the accuracy of the scheme. The obtained scheme is finally applied to the thermal analysis for a gold layer on a chromium padding layer at nanoscale, which is irradiated by an ultrashort‐pulsed laser. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 142–173, 2017     

A non‐linear and non‐local boundary condition for a diffusion equation in petroleum engineering

This article deals with a boundary value problem for Laplace equation with a non‐linear and non‐local boundary condition. This problem comes from petroleum engineering and is used to obtain an estimation of well productivity. The non‐linear and non‐local boundary condition is written on the well boundary. On the outer reservoir boundaries, we have both Dirichlet and Neumann conditions. In this paper, we prove the existence and uniqueness of a solution to this problem. The existence is proved by Schauder theorem and the uniqueness is obtained under more restricted conditions, when the involved operator is a contraction. Copyright © 2005 John Wiley & Sons, Ltd.     

A high order accurate numerical method for solving two‐dimensional dual‐phase‐lagging equation with temperature jump boundary condition in nanoheat conduction

Dual‐phase‐lagging (DPL) equation with temperature jump boundary condition (Robin's boundary condition) shows promising for analyzing nanoheat conduction. For solving it, development of higher‐order accurate and unconditionally stable (no restriction on the mesh ratio) numerical schemes is important. Because the grid size may be very small at nanoscale, using a higher‐order accurate scheme will allow us to choose a relative coarse grid and obtain a reasonable solution. For this purpose, recently we have presented a higher‐order accurate and unconditionally stable compact finite difference scheme for solving one‐dimensional DPL equation with temperature jump boundary condition. In this article, we extend our study to a two‐dimensional case and develop a fourth‐order accurate compact finite difference method in space coupled with the Crank–Nicolson method in time, where the Robin's boundary condition is approximated using a third‐order accurate compact method. The overall scheme is proved to be unconditionally stable and convergent with the convergence rate of fourth‐order in space and second‐order in time. Numerical errors and convergence rates of the solution are tested by two examples. Numerical results coincide with the theoretical analysis. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1742–1768, 2015     

Boundary layers for parabolic perturbations of quasi‐linear hyperbolic problems

In this paper, we study the asymptotic relation between the solutions to the one‐dimensional viscous conservation laws with the Dirichlet boundary condition and the associated inviscid solution. We assume that the viscosity matrix is positive definite, then we prove the existence and the stability of the weak boundary layers by discussing nonlinear well‐posedness of the inviscid flow with certain boundary conditions. Copyright © 2009 John Wiley & Sons, Ltd.     

Boundary Layers and Incompressible Navier‐Stokes‐Fourier Limit of the Boltzmann Equation in Bounded Domain I

We establish the incompressible Navier‐Stokes‐Fourier limit for solutions to the Boltzmann equation with a general cutoff collision kernel in a bounded domain. Appropriately scaled families of DiPerna‐Lions(‐Mischler) renormalized solutions with Maxwell reflection boundary conditions are shown to have fluctuations that converge as the Knudsen number goes to 0. Every limit point is a weak solution to the Navier‐Stokes‐Fourier system with different types of boundary conditions depending on the ratio between the accommodation coefficient and the Knudsen number. The main new result of the paper is that this convergence is strong in the case of the Dirichlet boundary condition. Indeed, we prove that the acoustic waves are damped immediately; namely, they are damped in a boundary layer in time. This damping is due to the presence of viscous and kinetic boundary layers in space. As a consequence, we also justify the first correction to the infinitesimal Maxwellian that one obtains from the Chapman‐Enskog expansion with Navier‐Stokes scaling. This extends the work of Golse and Saint‐Raymond [20,21] and Levermore and Masmoudi [28] to the case of a bounded domain. The case of a bounded domain was considered by Masmoudi and Saint‐Raymond [34] for the linear Stokes‐Fourier limit and Saint‐Raymond [41] for the Navier‐Stokes limit for hard potential kernels. Neither [34] nor [41] studied the damping of the acoustic waves. This paper extends the result of [34,41] to the nonlinear case and includes soft potential kernels. More importantly, for the Dirichlet boundary condition, this work strengthens the convergence so as to make the boundary layer visible. This answers an open problem proposed by Ukai [46]. © 2016 Wiley Periodicals, Inc.     

Least‐squares mixed Galerkin formulation for variable‐coefficient fractional differential equations with D‐N boundary condition

We propose a least‐squares mixed variational formulation for variable‐coefficient fractional differential equations (FDEs) subject to general Dirichlet‐Neumann boundary condition by splitting the FDE as a system of variable‐coefficient integer‐order equation and constant‐coefficient FDE. The main contributions of this article are to establish a new regularity theory of the solution expressed in terms of the smoothness of the right‐hand side only and to develop a decoupled and optimally convergent finite element procedure for the unknown and intermediate variables. Numerical analysis and experiments are conducted to verify these findings.     

Local discontinuous galerkin approximation of convection‐dominated diffusion optimal control problems with control constraints

In this article, we investigate local discontinuous Galerkin approximation of stationary convection‐dominated diffusion optimal control problems with distributed control constraints. The state variable and adjoint state variable are approximated by piecewise linear polynomials without continuity requirement, whereas the control variable is discretized by variational discretization concept. The discrete first‐order optimality condition is derived. We show that optimization and discretization are commutative for the local discontinuous Galerkin approximation. Because the solutions to convection‐dominated diffusion equations often admit interior or boundary layers, residual type a posteriori error estimate in L² norm is proved, which can be used to guide mesh refinement. Finally, numerical examples are presented to illustrate the theoretical findings. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 339–360, 2014     

A new higher‐order accurate numerical method for solving heat conduction in a double‐layered film with the neumann boundary condition

Heat conduction in multilayered films with the Neumann (or insulated) boundary condition is often encountered in engineering applications, such as laser process in a gold thin‐layer padding on a chromium thin‐layer for micromachining and patterning. Predicting the temperature distribution in a multilayered thin film is essential for precision of laser process. This article presents an accurate finite difference (FD) scheme for solving heat conduction in a double‐layered thin film with the Neumann boundary condition. In particular, the heat conduction equation is discretized using a fourth‐order accurate compact FD method in space coupled with the Crank–Nicolson method in time, where the Neumann boundary condition and the interfacial condition are approximated using a third‐order accurate compact FD method. The overall scheme is proved to be convergent and hence unconditionally stable. Furthermore, the overall scheme can be written into a tridiagonal linear system so that the Thomas algorithm can be easily used. Numerical errors and convergence rates of the solution are tested by an example. Numerical results coincide with the theoretical analysis. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1291–1314, 2014     

Bernstein Ritz‐Galerkin method for solving an initial‐boundary value problem that combines Neumann and integral condition for the wave equation

In this article, the Ritz‐Galerkin method in Bernstein polynomial basis is implemented to give an approximate solution of a hyperbolic partial differential equation with an integral condition. We will deal here with a type of nonlocal boundary value problem, that is, the solution of a hyperbolic partial differential equation with a nonlocal boundary specification. The nonlocal conditions arise mainly when the data on the boundary cannot be measured directly. The properties of Bernstein polynomial and Ritz‐Galerkin method are first presented, then Ritz‐Galerkin method is used to reduce the given hyperbolic partial differential equation to the solution of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the technique presented in this article. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

A finite‐time blow‐up result for a class of solutions with positive initial energy for coupled system of heat equations with memories

In this article, we are interested by a system of heat equations with initial condition and zero Dirichlet boundary conditions. We prove a finite‐time blow‐up result for a large class of solutions with positive initial energy.     

Stability of one‐dimensional boundary layers by using Green's functions

The aim of this paper is to investigate the stability of one‐dimensional boundary layers of parabolic systems as the viscosity goes to 0 in the noncharacteristic case and, more precisely, to prove that spectral stability implies linear and nonlinear stability of approximate solutions. In particular, we replace the smallness condition obtained by the energy method [10, 13] by a weaker spectral condition. © 2001 John Wiley & Sons, Inc.     

A finite difference method for the wide‐angle “parabolic” equation in a waveguide with downsloping bottom

We consider the third‐order wide‐angle “parabolic” equation of underwater acoustics in a cylindrically symmetric fluid medium over a bottom of range‐dependent bathymetry. It is known that the initial‐boundary‐value problem for this equation may not be well posed in the case of (smooth) bottom profiles of arbitrary shape, if it is just posed e.g. with a homogeneous Dirichlet bottom boundary condition. In this article, we concentrate on downsloping bottom profiles and propose an additional boundary condition that yields a well‐posed problem, in fact making it L² ‐conservative in the case of appropriate real parameters. We solve the problem numerically by a Crank–Nicolson‐type finite difference scheme, which is proved to be unconditionally stable and second‐order accurate and simulates accurately realistic underwater acoustic problems. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Finite element approximations to one‐phase nonlinear free boundary problem in groundwater contamination flow

In this article, we consider a single‐phase coupled nonlinear Stefan problem of the water‐head and concentration equations with nonlinear source and permeance terms and a Dirichlet boundary condition depending on the free‐boundary function. The problem is very important in subsurface contaminant transport and remediation, seawater intrusion and control, and many other applications. While a Landau type transformation is introduced to immobilize the free boundary, a transformation for the water‐head and concentration functions is defined to deal with the nonhomogeneous Dirichlet boundary condition, which depends on the free boundary function. An H¹‐finite element method for the problem is then proposed and analyzed. The existence of the approximation solution is established, and error estimates are obtained for both the semi‐discrete schemes and the fully discrete schemes. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

A high‐order ADI finite difference scheme for a 3D reaction‐diffusion equation with neumann boundary condition

In this article, we extend the fourth‐order compact boundary scheme in Liao et al. (Numer Methods Partial Differential Equations 18 (2002), 340–354) to a 3D problem and then combine it with the fourth‐order compact alternating direction implicit (ADI) method in Gu et al. (J Comput Appl Math 155 (2003), 1–17) to solve the 3D reaction‐diffusion equation with Neumann boundary condition. First, the reaction‐diffusion equation is solved with a compact fourth‐order finite difference method based on the Padé approximation, which is then combined with the ADI method and a fourth‐order compact scheme to approximate the Neumann boundary condition, to obtain fourth order accuracy in space. The accuracy in the temporal dimension is improved to fourth order by applying the Richardson extrapolation technique, although the unconditional stability of the numerical method is proved, and several numerical examples are presented to demonstrate the accuracy and efficiency of the proposed new algorithm. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Local energy‐ and momentum‐preserving schemes for Klein‐Gordon‐Schrödinger equations and convergence analysis

In this article, we obtain local energy and momentum conservation laws for the Klein‐Gordon‐Schrödinger equations, which are independent of the boundary condition and more essential than the global conservation laws. Based on the rule that the numerical methods should preserve the intrinsic properties as much as possible, we propose local energy‐ and momentum‐preserving schemes for the equations. The merit of the proposed schemes is that the local energy/momentum conservation law is conserved exactly in any time‐space region. With suitable boundary conditions, the schemes will be charge‐ and energy‐/momentum‐preserving. Nonlinear analysis shows LEP schemes are unconditionally stable and the numerical solutions converge to the exact solutions with order . The theoretical properties are verified by numerical experiments. © 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1329–1351, 2017     

Ritz–Galerkin method for solving a parabolic equation with non‐local and time‐dependent boundary conditions

The paper is devoted to the investigation of a parabolic partial differential equation with non‐local and time‐dependent boundary conditions arising from ductal carcinoma in situ model. Approximation solution of the present problem is implemented by the Ritz–Galerkin method, which is a first attempt at tackling parabolic equation with such non‐classical boundary conditions. In the process of dealing with the difficulty caused by integral term in non‐local boundary condition, we use a trick of introducing the transition function G(x,t) to convert non‐local boundary to another non‐classical boundary, which can be handled with the Ritz–Galerkin method. Illustrative examples are included to demonstrate the validity and applicability of the technique in this paper. Copyright © 2015 John Wiley & Sons, Ltd.     

Null‐field approach for Laplace problems with circular boundaries using degenerate kernels

In this article, a semi‐analytical method for solving the Laplace problems with circular boundaries using the null‐field integral equation is proposed. The main gain of using the degenerate kernels is to avoid calculating the principal values. To fully utilize the geometry of circular boundary, degenerate kernels for the fundamental solution and Fourier series for boundary densities are incorporated into the null‐field integral equation. An adaptive observer system is considered to fully employ the property of degenerate kernels in the polar coordinates. A linear algebraic system is obtained without boundary discretization. By matching the boundary condition, the unknown coefficients can be determined. The present method can be seen as one kind of semianalytical approaches since error only attributes to the truncated Fourier series. For the eccentric case, vector decomposition technique for the normal and tangential directions is carefully considered in implementing the hypersingular equation in mathematical essence although we transform it to summability to divergent series. The five advantages, well‐posed linear algebraic system, principal value free, elimination of boundary‐layer effect, exponential convergence, and mesh free, are achieved. Several examples involving infinite, half‐plane, and bounded domains with circular boundaries are given to demonstrate the validity of the proposed method. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Taylor‐Galerkin B‐spline finite element method for the one‐dimensional advection‐diffusion equation

The advection‐diffusion equation has a long history as a benchmark for numerical methods. Taylor‐Galerkin methods are used together with the type of splines known as B‐splines to construct the approximation functions over the finite elements for the solution of time‐dependent advection‐diffusion problems. If advection dominates over diffusion, the numerical solution is difficult especially if boundary layers are to be resolved. Known test problems have been studied to demonstrate the accuracy of the method. Numerical results show the behavior of the method with emphasis on treatment of boundary conditions. Taylor‐Galerkin methods have been constructed by using both linear and quadratic B‐spline shape functions. Results shown by the method are found to be in good agreement with the exact solution. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Ill‐conditioning in the virtual element method: Stabilizations and bases

In this article, we investigate the behavior of the condition number of the stiffness matrix resulting from the approximation of a 2D Poisson problem by means of the virtual element method. It turns out that ill‐conditioning appears when considering high‐order methods or in presence of “bad‐shaped” (for instance nonuniformly star‐shaped, with small edges…) sequences of polygons. We show that in order to improve such condition number one can modify the definition of the internal moments by choosing proper polynomial functions that are not the standard monomials. We also give numerical evidence that at least for a 2D problem, standard choices for the stabilization give similar results in terms of condition number.     

Relaxation‐time limit of the three‐dimensional hydrodynamic model with boundary effects

In this paper, we study three‐dimensional (3D) unipolar and bipolar hydrodynamic models and corresponding drift‐diffusion models from semiconductor devices on bounded domain. Based on the asymptotic behavior of the solutions to the initial boundary value problems with slip boundary condition, we investigate the relation between the 3D hydrodynamic semiconductor models and the corresponding drift‐diffusion models. That is, we discuss the relation‐time limit from the 3D hydrodynamic semiconductor models to the corresponding drift‐diffusion models by comparing the large‐time behavior of these two models. These results can be showed by energy arguments. Copyrightcopyright 2011 John Wiley & Sons, Ltd.